| 2 Year Treasury Note Future June 26
| - | 4.43% | - | - | 125 |
| United States Treasury Bonds 2.5%
| - | 3.09% | - | - | 26,079,700 |
| United States Treasury Bonds 4.25%
| - | 2.76% | - | - | 18,333,600 |
| United States Treasury Bonds 1.375%
| - | 2.61% | - | - | 31,743,200 |
| United States Treasury Notes 1.875%
| - | 2.16% | - | - | 12,316,600 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.49% | - | - | 9,413,288 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.39% | - | - | 8,221,655 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.38% | - | - | 8,378,609 |
| Federal National Mortgage Association 4%
| - | 1.33% | - | - | 8,224,861 |
| Federal National Mortgage Association 2.5%
| - | 1.32% | - | - | 8,955,214 |